NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 19-Aug-2009
Day Change Summary
Previous Current
18-Aug-2009 19-Aug-2009 Change Change % Previous Week
Open 76.13 76.70 0.57 0.7% 78.66
High 77.95 79.61 1.66 2.1% 79.76
Low 74.73 76.50 1.77 2.4% 75.90
Close 77.46 79.37 1.91 2.5% 76.28
Range 3.22 3.11 -0.11 -3.4% 3.86
ATR 0.00 2.05 2.05 0.00
Volume 1,268 3,761 2,493 196.6% 12,505
Daily Pivots for day following 19-Aug-2009
Classic Woodie Camarilla DeMark
R4 87.82 86.71 81.08
R3 84.71 83.60 80.23
R2 81.60 81.60 79.94
R1 80.49 80.49 79.66 81.05
PP 78.49 78.49 78.49 78.77
S1 77.38 77.38 79.08 77.94
S2 75.38 75.38 78.80
S3 72.27 74.27 78.51
S4 69.16 71.16 77.66
Weekly Pivots for week ending 14-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.89 86.45 78.40
R3 85.03 82.59 77.34
R2 81.17 81.17 76.99
R1 78.73 78.73 76.63 78.02
PP 77.31 77.31 77.31 76.96
S1 74.87 74.87 75.93 74.16
S2 73.45 73.45 75.57
S3 69.59 71.01 75.22
S4 65.73 67.15 74.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.76 74.31 5.45 6.9% 2.51 3.2% 93% False False 2,337
10 80.84 74.31 6.53 8.2% 2.04 2.6% 77% False False 2,420
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.83
2.618 87.75
1.618 84.64
1.000 82.72
0.618 81.53
HIGH 79.61
0.618 78.42
0.500 78.06
0.382 77.69
LOW 76.50
0.618 74.58
1.000 73.39
1.618 71.47
2.618 68.36
4.250 63.28
Fisher Pivots for day following 19-Aug-2009
Pivot 1 day 3 day
R1 78.93 78.57
PP 78.49 77.76
S1 78.06 76.96

These figures are updated between 7pm and 10pm EST after a trading day.

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